Robust pricing and hedging around the globe (Q2299582)

From MaRDI portal
Revision as of 21:52, 21 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Robust pricing and hedging around the globe
scientific article

    Statements

    title
    Robust pricing and hedging around the globe (English)
    0 references
    author
    Sebastian Herrmann
    0 references
    Florian Stebegg
    0 references
    publication date
    21 February 2020
    0 references
    zbMATH Keywords
    robust superhedging
    0 references
    semistatic strategies
    0 references
    martingale optimal transport
    0 references
    duality
    0 references
    cites work
    Potential Processes
    0 references
    Q4095636
    0 references
    Q3526638
    0 references
    Q4213425
    0 references
    Q2774021
    0 references
    Q4226355
    0 references

    Identifiers

    DOI
    10.1214/19-AAP1482
    0 references
    Mathematics Subject Classification ID
    60G44
    0 references
    49N05
    0 references
    91G20
    0 references
    zbMATH DE Number
    7172337
    0 references
    arXiv ID
    1707.08545
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2299582&oldid=36563985"
    Powered by MediaWiki